+397.3%
CMCSA vs SPXL
+7,605.2%
-7,207.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +0.1% | +1.5% | -1.3% | -0.4% |
| 30D | +3.8% | -3.7% | +7.5% | +5.0% |
| 3M | +12.3% | +8.1% | +4.2% | +9.0% |
| 6M | -15.4% | +39.0% | -54.4% | -24.9% |
| YTD | -2.5% | +29.9% | -32.4% | -12.0% |
| 1Y | -13.4% | +46.6% | -60.0% | -25.3% |
| 3Y | -30.4% | +230.5% | -260.9% | -56.7% |
| 5Y | -45.0% | +140.2% | -185.2% | -65.3% |
| 10Y | +10.2% | +1,168.8% | -1,158.6% | -68.1% |
| All | +397.3% | +7,605.2% | -7,207.8% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling